On the asymptotic power of the likelihood ratio criterion for testing the hypothesis of nonstationarity of an autoregressive series with Cauchy innovations (Q2388484)
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scientific article; zbMATH DE number 2205218
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| English | On the asymptotic power of the likelihood ratio criterion for testing the hypothesis of nonstationarity of an autoregressive series with Cauchy innovations |
scientific article; zbMATH DE number 2205218 |
Statements
On the asymptotic power of the likelihood ratio criterion for testing the hypothesis of nonstationarity of an autoregressive series with Cauchy innovations (English)
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14 September 2005
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0.8325738310813904
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0.8009908199310303
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0.7993724346160889
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0.7931167483329773
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